(*Intermediate Correlation*)
;
Needs[“MultivariateStatistics’”]
DF[MultinormalDistribution[ ], ];
DF[NormalDistribution[ ], ];
DF[NormalDistribution[ ], ];
(*Parameters for Distributions 4(a) and 4(d) in Figure 4 )
0.044817709;
.1704343967;
.0;
.0;
og[ /( )];
og[ /( )];
;
;
;
;
(*Standardizing constants from (3.13) and from (A.2) from the appendix*)
;
;
;
;
(*Compute the specified conventional Pearson correlation*)
NIntegrate[Piecewise[ ] Piecewise[ ,
]*
, , , Method MultiDimensional]
0.60
Algorithm 2: Mathematica source code for computing intermediate correlations for specified conventional Pearson correlations. The example is for distributions and ( ) in Figure 4 (Panels 4(a) and 4(d)). See also Table 2(b).